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OpenAlex Citation Counts

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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Assessing systemic risks and predicting systemic events
Marco Lo Duca, Tuomas A. Peltonen
Journal of Banking & Finance (2012) Vol. 37, Iss. 7, pp. 2183-2195
Closed Access | Times Cited: 212

Showing 1-25 of 212 citing articles:

A new index of financial conditions
Gary Koop, Dimitris Korobilis
European Economic Review (2014) Vol. 71, pp. 101-116
Open Access | Times Cited: 510
MACHINE LEARNING METHODS FOR SYSTEMIC RISK ANALYSIS IN FINANCIAL SECTORS
Gang Kou, Xiangrui Chao, Yi Peng, et al.
Technological and Economic Development of Economy (2019) Vol. 25, Iss. 5, pp. 716-742
Open Access | Times Cited: 278
Predicting distress in European banks
Frank Betz, Silviu Opricǎ, Tuomas A. Peltonen, et al.
Journal of Banking & Finance (2013) Vol. 45, pp. 225-241
Open Access | Times Cited: 245
An analysis of the literature on systemic financial risk: A survey
Walmir Silva, Herbert Kimura, Vinícius Amorim Sobreiro
Journal of Financial Stability (2016) Vol. 28, pp. 91-114
Closed Access | Times Cited: 193
Capital and liquidity ratios and financial distress. Evidence from the European banking industry
Laura Chiaramonte, Barbara Casu
The British Accounting Review (2016) Vol. 49, Iss. 2, pp. 138-161
Open Access | Times Cited: 181
Identifying excessive credit growth and leverage
Lucia Alessi, Carsten Detken
Journal of Financial Stability (2017) Vol. 35, pp. 215-225
Open Access | Times Cited: 178
Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach
Kristina Bluwstein, Marcus Buckmann, Andreas Joseph, et al.
Journal of International Economics (2023) Vol. 145, pp. 103773-103773
Open Access | Times Cited: 45
Systemic risk and bank size
Simone Varotto, Lei Zhao
Journal of International Money and Finance (2017) Vol. 82, pp. 45-70
Open Access | Times Cited: 128
Dynamic Interpretation of Emerging Risks in the Financial Sector
Kathleen Hanley, Gerard Hoberg
Review of Financial Studies (2019) Vol. 32, Iss. 12, pp. 4543-4603
Closed Access | Times Cited: 121
Does machine learning help us predict banking crises?
Johannes Beutel, Sophia List, Gregor von Schweinitz
Journal of Financial Stability (2019) Vol. 45, pp. 100693-100693
Closed Access | Times Cited: 103
Bubbles and Crises: The Role of House Prices and Credit
André K. Anundsen, Karsten R. Gerdrup, Frank Hansen, et al.
Journal of Applied Econometrics (2016) Vol. 31, Iss. 7, pp. 1291-1311
Open Access | Times Cited: 92
Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis
Mehmet Balcılar, Ahmed H. Elsayed, Shawkat Hammoudeh
Journal of International Financial Markets Institutions and Money (2022) Vol. 82, pp. 101656-101656
Open Access | Times Cited: 43
A REVIEW OF ADVANCED ACCOUNTING TECHNIQUES IN US ECONOMIC RESILIENCE
Beryl Odonkor, Simon Kaggwa, Prisca Ugomma Uwaoma, et al.
Finance & Accounting Research Journal (2024) Vol. 6, Iss. 1, pp. 40-55
Open Access | Times Cited: 14
On policymakers’ loss functions and the evaluation of early warning systems
Peter Sarlin
Economics Letters (2013) Vol. 119, Iss. 1, pp. 1-7
Open Access | Times Cited: 98
Setting Countercyclical Capital Buffers Based on Early Warning Models: Would it Work?
Markus Behn, Carsten Detken, Tuomas A. Peltonen, et al.
SSRN Electronic Journal (2013)
Open Access | Times Cited: 86
Mapping the state of financial stability
Peter Sarlin, Tuomas A. Peltonen
Journal of International Financial Markets Institutions and Money (2013) Vol. 26, pp. 46-76
Open Access | Times Cited: 84
What is the systemic risk exposure of financial institutions?
John Sedunov
Journal of Financial Stability (2016) Vol. 24, pp. 71-87
Closed Access | Times Cited: 76
How to foresee banking crises? A survey of the empirical literature
Karlo Kauko
Economic Systems (2014) Vol. 38, Iss. 3, pp. 289-308
Closed Access | Times Cited: 75
Toward robust early-warning models: a horse race, ensembles and model uncertainty
Markus Holopainen, Peter Sarlin
Quantitative Finance (2017) Vol. 17, Iss. 12, pp. 1933-1963
Open Access | Times Cited: 68
The role of geopolitical risks on the Turkish economy opportunity or threat
Layal Mansour, Hussein Zeaiter
The North American Journal of Economics and Finance (2019) Vol. 50, pp. 101000-101000
Closed Access | Times Cited: 61
An entropy-based early warning indicator for systemic risk
Monica Billio, Roberto Casarin, Michele Costola, et al.
Journal of International Financial Markets Institutions and Money (2016) Vol. 45, pp. 42-59
Open Access | Times Cited: 61
Predicting systemic financial crises with recurrent neural networks
Eero Tölö
Journal of Financial Stability (2020) Vol. 49, pp. 100746-100746
Closed Access | Times Cited: 55
Systemic risk measures and regulatory challenges
Scott J. Ellis, Satish Sharma, Janusz Brzeszczyński
Journal of Financial Stability (2021) Vol. 61, pp. 100960-100960
Open Access | Times Cited: 54
A financial stress index for a highly dollarized developing country: The case of Lebanon
Layal Mansour, Leila Dagher, Sadika El Hariri
Central Bank Review (2020) Vol. 20, Iss. 2, pp. 43-52
Open Access | Times Cited: 53
The leverage ratio, risk-taking and bank stability
Jonathan Acosta‐Smith, Michael Grill, Jan Hannes Lang
Journal of Financial Stability (2020) Vol. 74, pp. 100833-100833
Open Access | Times Cited: 50
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